Copula and semicopula transforms.
Durante, Fabrizio, Sempi, Carlo (2005)
International Journal of Mathematics and Mathematical Sciences
Similarity:
Durante, Fabrizio, Sempi, Carlo (2005)
International Journal of Mathematics and Mathematical Sciences
Similarity:
Erich Peter Klement, Radko Mesiar, Endre Pap (2002)
Kybernetika
Similarity:
Elisabetta Alvoni, Pier Luigi Papini (2007)
Commentationes Mathematicae Universitatis Carolinae
Similarity:
In this paper we consider a class of copulas, called quasi-concave; we compare them with other classes of copulas and we study conditions implying symmetry for them. Recently, a measure of asymmetry for copulas has been introduced and the maximum degree of asymmetry for them in this sense has been computed: see Nelsen R.B., , Statist. Papers (2007), 329–336; Klement E.P., Mesiar R., ?, Comment. Math. Univ. Carolin. (2006), 141–148. Here we compute the maximum degree of asymmetry that...
Fabrizio Durante, José Quesada-Molina, Carlo Sempi (2006)
Kybernetika
Similarity:
We characterize some bivariate semicopulas and, among them, the semicopulas satisfying a Lipschitz condition. In particular, the characterization of harmonic semicopulas allows us to introduce a new concept of depedence between two random variables. The notion of multivariate semicopula is given and two applications in the theory of fuzzy measures and stochastic processes are given.
Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig (2014)
Dependence Modeling
Similarity:
We solve a recent open problem about a new transformation mapping the set of copulas into itself. The obtained mapping is characterized in algebraic terms and some limit results are proved.
Gaspar Mayor, Radko Mesiar, Joan Torrens (2008)
Kybernetika
Similarity:
Quasi-homogeneity of copulas is introduced and studied. Quasi-homogeneous copulas are characterized by the convexity and strict monotonicity of their diagonal sections. As a by-product, a new construction method for copulas when only their diagonal section is known is given.